Latest research, papers and presentations from the Modelling Measurement and Management of Longevity and Morbidity Risk research programme funded by the ARC.

Modelling, Measurement and Management of Longevity Risk

Andrew Cairns is co-inventor of the
CBD stochastic mortality models
and author of the LifeMetrics open source R code
for fitting stochastic mortality models that can be used for
modelling, measurement and management of longevity risk.
Short biography:bioConsultancy and Sponsored Research:
There are possibilities to hire me on a
consultancy basis
and to sponsor major new research projects.

Recent papers, talks and other news:

Blake, D., Cairns, A.J.G., Dowd, K., and Kessler, A.R.
Still living with mortality: the longevity risk transfer market after one decade (PDF file)
Presented at a Sessional Research Meeting of the Institute and Faculty of Actuaries,
Edinburgh, 29 January, 2018.

Cairns, A.J.G., and El Boukfaoui, G. (2017) (Revised)
Basis Risk in Index Based Longevity Hedges:
A Guide For Longevity Hedgers(PDF file)
To appear in North American Actuarial Journal.